Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381)
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scientific article; zbMATH DE number 6535232
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| English | Tail behavior of the product of two dependent random variables with applications to risk theory |
scientific article; zbMATH DE number 6535232 |
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Tail behavior of the product of two dependent random variables with applications to risk theory (English)
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25 January 2016
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bivariate Sarmanov distribution
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product
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regular variation
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finite-time and infinite-time ruin probabilities
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0.9225124
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0.91537833
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0.9127823
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0.90904784
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0.9061389
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0.90405965
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0.8980441
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0.89570045
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